-72.2%
CHWY vs TXT
+14.1%
-86.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -4.2% |
| 7D | -13.6% | +2.5% | -16.1% | -14.7% |
| 30D | -8.5% | -8.9% | +0.3% | -4.4% |
| 3M | +8.9% | -13.6% | +22.5% | +16.1% |
| 6M | -20.5% | -13.1% | -7.4% | -15.9% |
| YTD | -38.2% | -7.0% | -31.1% | -37.8% |
| 1Y | -43.3% | -1.4% | -41.9% | -45.3% |
| 3Y | -8.5% | +7.0% | -15.5% | -21.0% |
| All | -72.2% | +14.1% | -86.4% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling